Over 2018 to 2025 (8 years of data), 0005HKHKD has tended to move short between 13.07 and 07.09, closing higher in 87.5% of those years for an average +5.83% move and an annualized Sharpe of 2.41.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 07.09 | Short | 87.5% | +5.83% | 2.41 | 8 |
| 12.07 → 07.09 | Short | 87.5% | +5.68% | 2.27 | 8 |
| 07.07 → 04.09 | Short | 87.5% | +5.57% | 1.83 | 8 |
| 13.07 → 08.09 | Short | 87.5% | +5.51% | 2.19 | 8 |
| 13.07 → 06.09 | Short | 87.5% | +5.45% | 2.31 | 8 |
| 13.07 → 09.09 | Short | 87.5% | +5.42% | 1.95 | 8 |
| 07.07 → 05.09 | Short | 87.5% | +5.37% | 1.73 | 8 |
| 12.07 → 08.09 | Short | 87.5% | +5.36% | 2.06 | 8 |